+141.6%
FTNT vs XOP
+35.8%
+105.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +1.7% | +1.0% | +0.8% | +1.5% |
| 30D | -4.3% | +10.8% | -15.1% | -6.9% |
| 3M | +13.6% | +19.5% | -5.8% | +8.0% |
| 6M | +87.6% | +21.6% | +66.0% | +76.0% |
| YTD | +98.0% | +55.8% | +42.2% | +71.8% |
| 1Y | +96.9% | +54.6% | +42.3% | +70.5% |
| All | +141.6% | +35.8% | +105.8% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling